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Eine Bemerkung zur reduzierten Form rekursiver Modelle
Schneeweiß, Hans - In: Jahrbücher für Nationalökonomie und Statistik (1996), pp. 586-597
Persistent link: https://www.econbiz.de/10001207479
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Stima bayesiana dei coefficienti Beta : un'applicazione al mercato italiano
Cervesato, Edoardo - In: Giornale degli economisti e annali di economia 54 (1996) 10, pp. 533-554
Persistent link: https://www.econbiz.de/10001208508
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Hypothesis testing in event studies : the case of variance changes
Giaccotto, Carmelo - In: Journal of economics & business 48 (1996) 4, pp. 349-370
Persistent link: https://www.econbiz.de/10001209184
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Can economic time series be differenced to stationarity?
Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
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Testing for structural change in cointegrated regression models : some comparisons and generalizations
Hao, Kang - In: Econometric reviews 15 (1996) 4, pp. 401-429
Persistent link: https://www.econbiz.de/10001210396
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Making wald tests work for cointegrated VAR systems
Dolado, Juan J. - In: Econometric reviews 15 (1996) 4, pp. 369-386
Persistent link: https://www.econbiz.de/10001210400
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On Bartlett and Bartlett-type corrections
Cribari-Neto, Francisco - In: Econometric reviews 15 (1996) 4, pp. 339-367
Persistent link: https://www.econbiz.de/10001210401
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Inferring the rank of a matrix
Cragg, John G. - In: Journal of econometrics 76 (1997) 1, pp. 223-250
Persistent link: https://www.econbiz.de/10001211361
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Is it efficient to analyse efficiency rankings?
Jensen, Uwe - In: Empirical economics : a journal of the Institute for … 25 (2000) 2, pp. 189-208
Persistent link: https://www.econbiz.de/10001482206
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A consistent conditional moment test of functional form
Bierens, Herman J. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 6, pp. 1443-1458
Persistent link: https://www.econbiz.de/10001097574